import Mathlib import OAI.Probability.LogConcave.Complexity.VelocityNormalizedBudgetCalibrated namespace OAI section noncomputable section namespace LogConcaveSampling open Filter open scoped Topology lemma centerScaleRate {α : ℕ → ℝ} {u a : ℝ} (hα : LogPowerRate α u) : LogPowerRate (fun d => (α d)^2*(((d:ℝ)^(-a))⁻¹)^4) (2*u-4*a) := by convert! (hα.pow 2).mul ((LogPowerRate.inv_power a).pow 4) using 1 first | rfl | (norm_num; ring) lemma centerStateQuadratureEnvelope_rate (n : ℕ) {α : ℕ → ℝ} {u a : ℝ} (hα : LogPowerRate α u) : LogPowerRate (fun d => centerStateQuadratureEnvelope n (α d) ((d:ℝ)^(-a))) ((n+2)*(2*u-4*a)) := by have he := (((centerScaleRate (a:=a) hα).pow (n+2)).const_mul (8*(singleCellBasisBudget n)^2)).mul_const (centeringStateBudget (n+2)) simpa only [centerStateQuadratureEnvelope,Nat.cast_add,Nat.cast_ofNat] using he lemma centerInitialEnvelope_rate {α : ℕ → ℝ} {u a : ℝ} (hα : LogPowerRate α u) : LogPowerRate (fun d => centerInitialEnvelope (α d) ((d:ℝ)^(-a))) (2*u-4*a) := ((centerScaleRate hα).const_mul 2).mul_const (centeringStateBudget 1) lemma centerStateEnvelope_rate (n N : ℕ) {α q E : ℕ → ℝ} {u a v e z : ℝ} (hα : LogPowerRate α u) (hq : LogPowerRate q v) (hE : LogPowerRate E e) (hz₁ : z≤2*u+e) (hz₂ : z≤(n+2)*(2*u-4*a)) (hz₃ : z≤(2*N)*v+(2*u-4*a)) : LogPowerRate (fun d => centerStateEnvelope n N (α d) ((d:ℝ)^(-a)) (q d) (E d)) z := by have hp := ((hα.pow 2).const_mul (2*(centeringRowBudget n:ℝ)^2)).mul hE have hp' : LogPowerRate (fun d => 2*(centeringRowBudget n:ℝ)^2*(α d)^2*E d) z := by apply hp.mono norm_num exact hz₁ have hs := ((centerStateQuadratureEnvelope_rate n hα).const_mul 2).mono hz₂ have hq' := ((hq.pow (2*N)).const_mul 2).mul (centerInitialEnvelope_rate (a:=a) hα) have hq'' : LogPowerRate (fun d => 2*(q d)^(2*N)*centerInitialEnvelope (α d) ((d:ℝ)^(-a))) z := by apply hq'.mono push_cast exact hz₃ exact ((hp'.add hs).const_mul 8).add hq'' lemma centerMeanEnvelope_rate (n : ℕ) {α Z : ℕ → ℝ} {u a z e : ℝ} (hα : LogPowerRate α u) (hZ : LogPowerRate Z z) (he₁ : e≤2*u+z) (he₂ : e≤2*u+(n+1)*(2*u-4*a)) : LogPowerRate (fun d => centerMeanEnvelope n (α d) ((d:ℝ)^(-a)) (Z d)) e := by have hp := ((hα.pow 2).const_mul (2*(centeringRowBudget n:ℝ)^2*(Real.pi^2/2)^2)).mul hZ have hp' : LogPowerRate (fun d => 2*(centeringRowBudget n:ℝ)^2*(Real.pi^2/2)^2*(α d)^2*Z d) e := by apply hp.mono norm_num exact he₁ have hq := (((hα.pow 2).const_mul (8*(singleCellBasisBudget n)^2)).mul ((centerScaleRate (a:=a) hα).pow (n+1))).mul_const (centeringMeanBudget (n+1)) have hq' : LogPowerRate (fun d => 8*(singleCellBasisBudget n)^2*(α d)^2* ((α d)^2*(((d:ℝ)^(-a))⁻¹)^4)^(n+1)*centeringMeanBudget (n+1)) e := by apply hq.mono push_cast exact he₂ exact hp'.add hq' theorem centeringEnvelopes_calibrated {α q E : ℕ → ℝ} {κ J b t w : ℝ} {n N : ℕ} (hκ : 0<κ) (hJ : 1≤J) (hb : 1/2≤b) (ht : 0 centerStateEnvelope n N (α d) ((d:ℝ)^(-(κ*t))) (q d) (E d) LogPowerRate Z (2*κ*(J+8)) ∧ LogPowerRate (fun d => centerMeanEnvelope n (α d) ((d:ℝ)^(-(κ*t))) (Z d)) (2*κ*(J+8)) := by intro Z obtain ⟨hp,hh,hiter,ha₁,ha₂,hv₁,hv₂,hlip,hbeta,hcq,hniter,hmq⟩ := numerical_exponent_margins hJ hb ht htsmall hw hwt hnw hnt hnn hN have hκb : 0≤κ*b := mul_nonneg hκ.le (by linarith) have hκβ := mul_nonneg hκ.le hbeta have hZ : LogPowerRate Z (2*κ*(J+8)) := by apply centerStateEnvelope_rate n N hα hq hE · linarith · have he := mul_le_mul_of_nonneg_left hcq hκ.le nlinarith · have he := mul_le_mul_of_nonneg_left hniter hκ.le nlinarith refine ⟨hZ,?_⟩ apply centerMeanEnvelope_rate n hα hZ · linarith · have he := mul_le_mul_of_nonneg_left hmq hκ.le nlinarith end LogConcaveSampling end end section noncomputable section namespace LogConcaveSampling open Filter Quadrature open scoped Topology def sourceCorrelation (a : ℝ) (d : ℕ) : ℝ := Real.sqrt (1-((d:ℝ)^(-a))^2) lemma sourceCorrelation_eventually {a : ℝ} (ha : 0 Real.sqrt (1-((d:ℝ)^(-a))^2)) atTop (nhds 1) simpa only [Function.comp_def,zero_pow (by omega : (2:ℕ)≠0),sub_zero,Real.sqrt_one] using ((tendsto_const_nhds (x:=(1:ℝ))).sub (ht.pow 2)).sqrt lemma sourceMesh_eventually {a b : ℝ} (ha : 0 (d:ℝ)^(-a)*(n:ℝ)) atTop (nhds 0) := by simpa only [Function.comp_def,zero_mul] using ht exact (ht'.eventually (gt_mem_nhds (by norm_num : (0:ℝ)<1))).mono (fun _ h => h.le) end LogConcaveSampling end end section noncomputable section namespace LogConcaveSampling open Filter Quadrature open scoped Topology Classical BigOperators NNReal lemma probabilityMeanLipschitz_rate {lam : ℕ → ℝ≥0} {r : ℕ → ℝ} {u : ℝ} (hl : LogPowerRate (fun d => (lam d:ℝ)*(r d)^2) u) (A : ℝ≥0) : LogPowerRate (fun d => (A*probabilityMeanLipschitz (lam d) (r d):ℝ≥0)) u := by apply (hl.const_mul ((A:ℝ)*(Real.pi^2/2))).congr apply Eventually.of_forall intro d change (A:ℝ)*(Real.pi^2/2)*((lam d:ℝ)*(r d)^2) = (A:ℝ)*((Real.pi^2/2)*(lam d:ℝ)*(r d)^2) ring theorem centeringScalarCalibration (k n N : ℕ) (A Ap Ah Lp contraction : ℝ≥0) (C J₀ D : ℝ) {lam : ℕ → ℝ≥0} {r s : ℕ → ℝ} {κ J b t w : ℝ} (hκ : 0<κ) (hJ : 1≤J) (hb : 1/2≤b) (ht : 0 (lam d:ℝ)*(r d)^2) (κ*b)) (hα : LogPowerRate (fun d => (lam d:ℝ)*r d/s d) (κ*b)) (hr : ∀ᶠ d : ℕ in atTop,0 (d:ℝ)^(-(κ*t)) let T := sourceCorrelation (κ*t) let h := fun d : ℕ => (d:ℝ)^(-(κ*w)) let ψ := fun d : ℕ => (d:ℝ)^(-(κ*(4*t))) let E := fun d => velocityNormalizedBudget d k n n N (lam d) Ap Ah Lp (r d) (R d) (T d) (h d) (ψ d) C J₀ D let q := fun d => centeringRowBudget n*velocityJointLip n n A (lam d) (r d) (T d) (h d) (ψ d) (s d) let Z := fun d => centerStateEnvelope n N ((lam d:ℝ)*r d/s d) (R d) (q d:ℝ) (E d) ∀ᶠ d : ℕ in atTop, (lam d:ℝ)*(r d)^2≤1/2 ∧ contraction*probabilityMeanLipschitz (lam d) (r d)≤1/2 ∧ q d≤1/2 ∧ Z d≤(d:ℝ)^(-(2*κ*J)) ∧ centerMeanEnvelope n ((lam d:ℝ)*r d/s d) (R d) (Z d)≤(d:ℝ)^(-(2*κ*J)) := by intro R T h ψ E q Z have hκt := mul_pos hκ ht have hκw := mul_pos hκ hw have hκb : 0<κ*b := mul_pos hκ (by linarith) have hT := sourceCorrelation_eventually hκt have hT0 : ∀ᶠ d : ℕ in atTop,0 h.1) have hT1 : ∀ᶠ d : ℕ in atTop,T d<1 := hT.mono (fun _ h => h.2.1) have hRT : ∀ᶠ d : ℕ in atTop,(R d)^2≤1-(T d)^2 := hT.mono (fun _ h => h.2.2.le) have hmesh := sourceMesh_eventually hκt hκw have hsmall := hmesh.mono (fun _ hd => hd.1) have hlarge := hmesh.mono (fun _ hd => hd.2) have hE : LogPowerRate E (2*κ*(J+8)) := velocityNormalizedBudget_calibrated k n N Ap Ah Lp C J₀ D hκ hJ hb ht htsmall hw hwt hnw hnt hnn hN hl hT0 hT1 hRT hsmall hlarge obtain ⟨Dq,hDq,hDqu⟩ := exists_basisDerivative_budget (probabilityNodes (n+1)) have hW := terminalQuadratureWeight_rate n Dq (by linarith) hDqu (κ*t) (κ*w) hT0 hT1 hRT hsmall hlarge have hlip := velocityJointLip_rate n n A (show 0≤κ*w+κ*(4*t) by positivity) hr hs hT0 hT1 hW hα have hmargin : κ/3≤κ*b-κ*w-κ*(4*t) := by have hex := (numerical_exponent_margins hJ hb ht htsmall hw hwt hnw hnt hnn hN).2.2.2.2.2.2.2.1 have he := mul_le_mul_of_nonneg_left hex hκ.le nlinarith have hq : LogPowerRate (fun d => (q d:ℝ)) (κ/3) := by simpa only [q,NNReal.coe_mul] using (hlip.const_mul (centeringRowBudget n:ℝ)).mono hmargin have hz := centeringEnvelopes_calibrated hκ hJ hb ht htsmall hw hwt hnw hnt hnn hN hα hq hE have hze := hz.1.eventually_small (show 2*κ*J<2*κ*(J+8) by nlinarith) have hme := hz.2.eventually_small (show 2*κ*J<2*κ*(J+8) by nlinarith) have hle := hl.eventually_lt_const hκb (by norm_num : (0:ℝ)<1/2) have hc := (probabilityMeanLipschitz_rate hl contraction).eventually_lt_const hκb (by norm_num : (0:ℝ)<1/2) have hqe := hq.eventually_lt_const (by linarith) (by norm_num : (0:ℝ)<1/2) filter_upwards [hze,hme,hle,hc,hqe] with d hzd hmd hld hcd hqd refine ⟨(le_abs_self _).trans hld.le,?_,?_,(le_abs_self _).trans hzd, (le_abs_self _).trans hmd⟩ · exact_mod_cast (le_abs_self _).trans hcd.le · exact_mod_cast (le_abs_self _).trans hqd.le end LogConcaveSampling end end end OAI